-38.9%
ROL vs QID
-35.9%
-3.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -3.3% | -1.9% | -1.4% | -3.2% |
| 30D | -7.2% | +1.7% | -8.9% | -7.3% |
| 3M | -27.0% | -3.9% | -23.1% | -27.0% |
| 6M | -39.5% | -30.0% | -9.5% | -40.4% |
| YTD | -41.8% | -28.2% | -13.6% | -42.8% |
| 1Y | -38.9% | -35.6% | -3.2% | -39.5% |
| All | -38.9% | -35.9% | -3.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling